+148.9%
MSFT vs ABNB
+24.6%
+124.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.3% | -1.6% |
| 7D | -2.7% | -4.0% | +1.3% | -1.8% |
| 30D | +2.7% | +19.3% | -16.6% | -1.7% |
| 3M | +17.0% | +36.1% | -19.1% | +8.4% |
| 6M | +23.8% | +34.2% | -10.4% | +15.0% |
| YTD | +4.0% | +34.1% | -30.1% | -3.6% |
| 1Y | -0.8% | +45.1% | -45.9% | -9.8% |
| 3Y | +55.6% | +37.1% | +18.5% | +39.8% |
| 5Y | +72.9% | +15.2% | +57.7% | +53.8% |
| All | +148.9% | +24.6% | +124.3% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ABNB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling